A native of Kingston, Ontario, Jay was selected 57th overall in the 2001 NHL Entry Draft by the St. Louis Blues. He began his NHL career with the Blues in 2006-07 and after four seasons was traded in a multi-player deal to the Colorado Avalanche in 2011. In July 2012, McClement signed with the Toronto Maple Leafs. In the summer of 2014, Jay signed with his current club, the Carolina Hurricanes as an unrestricted free agent.
Internationally, McClement played for Canada in the 2002 and 2003 U20 World Junior Championships and was a member of the Gold Medal winner at the 2007 World Hockey Championships